CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7166 |
0.7142 |
-0.0024 |
-0.3% |
0.7207 |
| High |
0.7178 |
0.7142 |
-0.0036 |
-0.5% |
0.7247 |
| Low |
0.7148 |
0.7100 |
-0.0048 |
-0.7% |
0.7199 |
| Close |
0.7156 |
0.7101 |
-0.0055 |
-0.8% |
0.7242 |
| Range |
0.0030 |
0.0042 |
0.0012 |
40.0% |
0.0048 |
| ATR |
0.0034 |
0.0036 |
0.0002 |
4.6% |
0.0000 |
| Volume |
101 |
93 |
-8 |
-7.9% |
52 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7240 |
0.7213 |
0.7124 |
|
| R3 |
0.7198 |
0.7171 |
0.7113 |
|
| R2 |
0.7156 |
0.7156 |
0.7109 |
|
| R1 |
0.7129 |
0.7129 |
0.7105 |
0.7122 |
| PP |
0.7114 |
0.7114 |
0.7114 |
0.7111 |
| S1 |
0.7087 |
0.7087 |
0.7097 |
0.7080 |
| S2 |
0.7072 |
0.7072 |
0.7093 |
|
| S3 |
0.7030 |
0.7045 |
0.7089 |
|
| S4 |
0.6988 |
0.7003 |
0.7078 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7373 |
0.7356 |
0.7268 |
|
| R3 |
0.7325 |
0.7308 |
0.7255 |
|
| R2 |
0.7277 |
0.7277 |
0.7251 |
|
| R1 |
0.7260 |
0.7260 |
0.7246 |
0.7269 |
| PP |
0.7229 |
0.7229 |
0.7229 |
0.7234 |
| S1 |
0.7212 |
0.7212 |
0.7238 |
0.7221 |
| S2 |
0.7181 |
0.7181 |
0.7233 |
|
| S3 |
0.7133 |
0.7164 |
0.7229 |
|
| S4 |
0.7085 |
0.7116 |
0.7216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7321 |
|
2.618 |
0.7252 |
|
1.618 |
0.7210 |
|
1.000 |
0.7184 |
|
0.618 |
0.7168 |
|
HIGH |
0.7142 |
|
0.618 |
0.7126 |
|
0.500 |
0.7121 |
|
0.382 |
0.7116 |
|
LOW |
0.7100 |
|
0.618 |
0.7074 |
|
1.000 |
0.7058 |
|
1.618 |
0.7032 |
|
2.618 |
0.6990 |
|
4.250 |
0.6922 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7121 |
0.7141 |
| PP |
0.7114 |
0.7128 |
| S1 |
0.7108 |
0.7114 |
|